+2,195.3%
ED vs NTRS
+7,716.8%
-5,521.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | +0.1% | +0.2% | -0.1% | +0.1% |
| 3M | 0.0% | +13.2% | -13.2% | -2.0% |
| 6M | -2.5% | +36.9% | -39.4% | -7.4% |
| YTD | +10.1% | +39.1% | -29.0% | +4.1% |
| 1Y | +13.6% | +50.4% | -36.9% | +5.9% |
| 3Y | +32.4% | +166.8% | -134.3% | +11.5% |
| 5Y | +69.9% | +92.9% | -23.0% | +48.4% |
| 10Y | +109.2% | +255.7% | -146.5% | +60.8% |
| All | +2,195.3% | +7,716.8% | -5,521.5% | +883.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling